Optimal and Robust Sampled-Data Control of Markov Jump Linear Systems: A Differential LMI Approach

Autor(es)

Gabriel, Gabriela W. ^[1] ; Goncalves, Tiago R. ^[1] ; Geromel, Jose C. ^[1]

Afiliação do(s) autor(es)

^[1] Univ Estadual Campinas, Sch Elect & Comp Engn, BR-13083852 Campinas, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: IEEE Transactions on Automatic Control; v. 63, n. 9, p. 3054-3060, SEP 2018.
• Citações Web of Science: 5

Resumo

This paper addresses the problem of designing optimal sampled-data state feedback control for continuous-time Markov jump linear systems. Stability and performance robustness against polytopic uncertainty acting on the system parameters including the transition rate matrix are analyzed. The main goal is to characterize the optimal solution of this class of problems in the context of H-2 and H-infinity performances. The theoretical achievements are based on the direct application of the celebrated Bellman's Principle of Optimality expressed in terms of the dynamic programming equation applied to the time interval corresponding to two successive sampling instants. The design conditions are expressed through differential linear matrix inequalities. Examples are solved for illustration. (AU)

• Processo FAPESP: 16/06343-5 - Teoria Unificada para o Controle Amostrado de Sistemas Dinâmicos Híbridos
• Beneficiário: Gabriela Werner Gabriel
• Modalidade de apoio: Bolsas no Brasil - Pós-Doutorado
• Processo FAPESP: 16/08043-9 - Desigualdades diferenciais lineares: solução numérica e aplicações
• Beneficiário: Tiago Rocha Gonçalves
• Modalidade de apoio: Bolsas no Brasil - Mestrado